+1,388.4%
GLW vs EFA
+394.8%
+993.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.5% |
| 7D | +3.8% | +0.6% | +3.2% | +3.1% |
| 30D | -1.3% | +0.9% | -2.2% | -2.1% |
| 3M | -21.8% | +4.9% | -26.7% | -24.8% |
| 6M | +6.9% | +8.6% | -1.7% | +0.3% |
| YTD | +77.2% | +14.6% | +62.5% | +57.8% |
| 1Y | +123.2% | +22.6% | +100.6% | +85.9% |
| 3Y | +400.0% | +66.5% | +333.5% | +200.6% |
| 5Y | +342.8% | +54.5% | +288.3% | +186.6% |
| 10Y | +771.4% | +144.8% | +626.6% | +263.1% |
| All | +1,388.4% | +394.8% | +993.6% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EFA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling